+219.9%
CTVA vs AON
+80.4%
+139.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | 0.0% |
| 7D | -5.8% | -7.9% | +2.1% | -2.9% |
| 30D | +11.1% | -14.6% | +25.7% | +17.4% |
| 3M | +13.2% | -7.9% | +21.1% | +16.2% |
| 6M | +8.7% | -8.0% | +16.7% | +11.1% |
| YTD | +27.3% | -13.2% | +40.5% | +32.5% |
| 1Y | +18.0% | -16.4% | +34.4% | +24.6% |
| 3Y | +76.5% | -6.7% | +83.1% | +74.7% |
| 5Y | +105.1% | +8.0% | +97.1% | +84.8% |
| All | +219.9% | +80.4% | +139.5% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling